-43.5%
GIS vs MSTU
-85.2%
+41.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -2.5% |
| 7D | -7.8% | +21.3% | -29.2% | -7.5% |
| 30D | +6.6% | +90.8% | -84.2% | +7.8% |
| 3M | +21.0% | -6.8% | +27.7% | +21.1% |
| 6M | -9.1% | -39.8% | +30.8% | -9.4% |
| YTD | -13.6% | -55.7% | +42.1% | -13.8% |
| 1Y | -18.0% | -92.7% | +74.6% | -20.3% |
| All | -43.5% | -85.2% | +41.7% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MSTU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling